Report NEP-ECM-2004-11-22

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Hirukawa Masayuki, 2004. "A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Working Papers 04005, Concordia University, Department of Economics.
• Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
• Item repec:wvu:wpaper:04-07 is not listed on IDEAS anymore

• Baíllo, Amparo & Cuevas, Antonio, 2004. "Image estimators based on marked bins," DES - Working Papers. Statistics and Econometrics. WS ws045114, Universidad Carlos III de Madrid. Departamento de Estadística.
• Fabio Busetti, 2004. "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics 0411003, University Library of Munich, Germany.
• Corrado Crocetta & Nicola Loperfido, 2004. "A sign-based estimator for correlation between financial returns," Quaderni DSEMS 20-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• C. Lanier Benkard & Steven Berry, "undated". "On the Nonparametric Identification of Nonlinear Simultaneous Equations Models: comment on B. Brown (1983) and Roehrig (1988)," Cowles Foundation Discussion Papers 1482, Cowles Foundation for Research in Economics, Yale University.
• Jonathan B. Hill, 2004. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics 0411014, University Library of Munich, Germany, revised 04 Nov 2005.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004. "Model Uncertainty and Policy Evaluation: Some Theory and Empirics," NBER Working Papers 10916, National Bureau of Economic Research, Inc.
• Patrick Bajari & Han Hong & Stephen Ryan, 2004. "Identification and Estimation of Discrete Games of Complete Information," NBER Technical Working Papers 0301, National Bureau of Economic Research, Inc.
• Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
• G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/263, Ghent University, Faculty of Economics and Business Administration.
• Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, University Library of Munich, Germany.
• Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, University Library of Munich, Germany.
• Germán Coloma, 2004. "Econometric Estimation of PCAIDS Models," CEMA Working Papers: Serie Documentos de Trabajo. 276, Universidad del CEMA.
• Corrado Crocetta & Nicola Loperfido, 2004. "A note on the Exact Sampling Distribution of L-Statistics," Quaderni DSEMS 19-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• Michael Jansson & Marcelo J. Moreira, 2004. "Optimal Inference in Regression Models with Nearly Integrated Regressors," NBER Technical Working Papers 0303, National Bureau of Economic Research, Inc.
• Johnson, Paul & Durlauf, Steven N & Temple, Johnathan R. W., 2004. "Growth Econometrics," Vassar College Department of Economics Working Paper Series 61, Vassar College Department of Economics.
• Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, University Library of Munich, Germany.
• Jan F. Bjørnstad & Elinor Ytterstad, 2004. "Two-Stage Sampling from a Prediction Point of View," Discussion Papers 383, Statistics Norway, Research Department.
• Marwan Chacra & Maral Kichian, 2004. "A Forecasting Model for Inventory Investments in Canada," Staff Working Papers 04-39, Bank of Canada.
• Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," NBER Technical Working Papers 0302, National Bureau of Economic Research, Inc.